Verso Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7422 | 2.26 | |
| 0.1987 | 3.49 | |
| 0.0439 | 0.44 | |
| 4.4638 | 0.96 | |
| -6.0030 | -0.87 | |
| 1.2592 | 0.30 | |
| 2.4802 | 0.75 | |
| -4.8463 | -1.21 | |
| 6.2315 | 1.49 | |
| -7.4479 | -2.42 | |
| 4.6013 | 1.28 | |
| 4.1286 | 0.61 | |
| -23.2737 | -2.27 |
Estimation Period:
Jul 19, 2016 to Mar 18, 2022
Jul 19, 2016 to Mar 18, 2022
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Equities